Generalized stable models for financial asset returns

被引：8
|
作者：
Panorska, AK [1 ]
机构：
[1] UNIV TENNESSEE,DEPT MATH,CHATTANOOGA,TN 37403
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 1996年 / 70卷 / 01期
关键词：
generalized stability; financial modeling;
D O I：
10.1016/0377-0427(95)00144-1
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A new model utilizing generalized stable distributions for financial asset returns is presented. A comparison of fit to interest and exchange rate data is provided.
引用
收藏
页码：111 / 114
页数：4
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